Ignatius of Loyola's Spiritual Exercises is the text that gave Christian spiritual direction its systematic form, and the book itself is worth describing directly. It is not written for the person undergoing direction to read alone. It is a manual for the director, a set of instructions for guiding another person through roughly thirty days of structured prayer, organized into four movements Ignatius calls weeks, though they are not fixed at seven days each. The first week works through sin and God's mercy, the second walks through the public ministry of Christ using imaginative meditation, the third moves through the Passion, and the fourth through the Resurrection.
Threaded through all four weeks is the examen, a short daily review in which the person looks back over the day to notice where they felt drawn toward God and where they felt pulled away, and a set of rules Ignatius calls the discernment of spirits, for telling which inward movements are worth trusting. Both practices outlasted the thirty day retreat itself and are now standard tools in spiritual direction well outside Jesuit circles.
A later adaptation, called the Nineteenth Annotation after the numbered instruction in Ignatius's own text that permits it, spreads the same sequence of exercises across several months of ordinary daily life rather than a single residential retreat, and it is this form, not the original thirty day version, that most people who undertake the Exercises today actually practice.